I'm not familiar with any strong archaeological references to dispute the textual records that claim that they in fact got along quite well with the natives of the area, when there were any. The Mediterranean was quite depopulated compared to the modern day, so it was not particularly hard to find uninhabited land to colonize.

The Delphic oracle was frequently (or at least, most likely not infrequently) consulted with regards to new colony placement. Last year I read a book, The Delphic oracle, its responses and operations, with a catalogue of responses by Joseph Fontenrose and published by Berkley. It's outdated and probably incorrect on the specifics of Delphic operation, but the catalog of responses has a chapter devoted to colonization requests and recommendations. As an example, there are Delphic records of settlements in Libya that were having significant trouble until the local Libyan population helped them find a place suitable for agriculture.